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~isPartOf:"Journal of international money and finance"
~subject:"ARCH model"
~subject:"Causality-in-variance"
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ARCH model
Causality-in-variance
Volatility
230
Volatilität
230
Exchange rate
83
Wechselkurs
83
Estimation
71
Schätzung
71
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18
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18
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18
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18
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18
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Ali, Faek Menla
2
Caporale, Guglielmo Maria
2
Spagnolo, Nicola
2
Aloui, Riadh
1
Anderegg, Benjamin
1
Aïssa, Ben
1
Baruník, Jozef
1
Becker, Christoph
1
Benchimol, Jonathan
1
Berg, Kimberly A.
1
Brandner, Peter
1
Buncic, Daniel
1
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1
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1
Chang, Kuang-Liang
1
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1
Cifarelli, Giulio
1
Connor, Gregory
1
Degiannakis, Stavros
1
Eraslan, Sercan
1
Filis, George
1
Firth, Michael Anthony
1
Funke, Michael
1
Giannellis, Nikolaos
1
Gisler, Katja Ida Maria
1
Golosnoy, Vasyl
1
Grech, Harald
1
Gribisch, Bastian
1
Grier, Kevin
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Gronwald, Marc
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Hamori, Shigeyuki
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He, Xie
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Hecq, Alain W. J.
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Hoshikawa, Takeshi
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Ivashchenko, Sergey
1
Javed, Farrukh
1
Kim, Harold Y.
1
Kim, Myung-jig
1
Kočenda, Evžen
1
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Journal of international money and finance
Energy economics
231
Finance research letters
156
International review of financial analysis
110
Economic modelling
109
Applied economics
108
The North American journal of economics and finance : a journal of financial economics studies
101
International review of economics & finance : IREF
97
Research in international business and finance
96
Journal of empirical finance
93
Journal of international financial markets, institutions & money
74
Journal of risk and financial management : JRFM
69
Journal of econometrics
66
International journal of forecasting
65
Applied financial economics
60
Journal of forecasting
57
Journal of banking & finance
55
Discussion paper / Tinbergen Institute
53
Economics letters
53
Applied economics letters
51
International Journal of Energy Economics and Policy : IJEEP
50
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
International journal of finance & economics : IJFE
43
The European journal of finance
42
The journal of futures markets
42
Econometric Institute research papers
40
Journal of financial econometrics : official journal of the Society for Financial Econometrics
40
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
40
Working paper
40
International journal of economics and financial issues : IJEFI
33
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
32
Cogent economics & finance
30
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
30
International journal of economics and finance
30
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Pacific-Basin finance journal
28
Review of quantitative finance and accounting
28
The empirical economics letters : a monthly international journal of economics
28
Journal of financial econometrics
25
Quantitative finance
25
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ECONIS (ZBW)
27
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1
The effect of intervention frequency on the foreign exchange market : the Japanese experience
Hoshikawa, Takeshi
- In:
Journal of international money and finance
27
(
2008
)
4
,
pp. 547-559
Persistent link: https://www.econbiz.de/10003717306
Saved in:
2
The effectiveness of central bank intervention in the EMS : the post 1993 experience
Brandner, Peter
;
Grech, Harald
;
Stix, Helmut
- In:
Journal of international money and finance
25
(
2006
)
4
,
pp. 580-597
Persistent link: https://www.econbiz.de/10003336483
Saved in:
3
Conditional dependence structure between oil prices and exchange rates : a copula-GARCH approach
Aloui, Riadh
;
Safouane, Mohamed
;
Aïssa, Ben
;
Nguyen, …
- In:
Journal of international money and finance
32
(
2013
),
pp. 719-738
Persistent link: https://www.econbiz.de/10009733478
Saved in:
4
What causes exchange rate volatility? : evidence from selected EMU members and candidates for EMU membership countries
Giannellis, Nikolaos
;
Papadopoulos, Athanasios P.
- In:
Journal of international money and finance
30
(
2011
)
1
,
pp. 39-61
Persistent link: https://www.econbiz.de/10009268866
Saved in:
5
Intra-daily volatility spillovers in international stock markets
Golosnoy, Vasyl
;
Gribisch, Bastian
;
Liesenfeld, Roman
- In:
Journal of international money and finance
53
(
2015
),
pp. 95-114
Persistent link: https://www.econbiz.de/10011475912
Saved in:
6
Exchange rate uncertainty and international portfolio flows : a multivariate GARCH-in-mean approach
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Nicola
- In:
Journal of international money and finance
54
(
2015
),
pp. 70-92
Persistent link: https://www.econbiz.de/10011476078
Saved in:
7
Assessing the CNH-CNY pricing differential : role of fundamentals, contagion and policy
Funke, Michael
;
Shu, Chang
;
Cheng, Xiaoqiang
;
Eraslan, …
- In:
Journal of international money and finance
59
(
2015
),
pp. 245-262
Persistent link: https://www.econbiz.de/10011478339
Saved in:
8
How past market movements affect correlation and volatility
Becker, Christoph
;
Schmidt, Wolfgang M.
- In:
Journal of international money and finance
50
(
2015
),
pp. 78-107
Persistent link: https://www.econbiz.de/10010465421
Saved in:
9
Measuring common cyclical features during financial turmoil : evidence of interdependence not contagion
Candelon, Bertrand
;
Hecq, Alain W. J.
;
Verschoor, …
- In:
Journal of international money and finance
24
(
2005
)
8
,
pp. 1317-1334
Persistent link: https://www.econbiz.de/10003229309
Saved in:
10
Volatility linkages across three major equity markets : a financial arbitrage approach
Cifarelli, Giulio
;
Paladino, Giovanna
- In:
Journal of international money and finance
24
(
2005
)
3
,
pp. 413-439
Persistent link: https://www.econbiz.de/10002738497
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